NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 53.80 54.05 0.25 0.5% 47.32
High 54.19 56.96 2.77 5.1% 55.09
Low 50.47 51.65 1.18 2.3% 47.32
Close 53.18 51.73 -1.45 -2.7% 53.18
Range 3.72 5.31 1.59 42.7% 7.77
ATR 3.85 3.96 0.10 2.7% 0.00
Volume 25,397 19,940 -5,457 -21.5% 124,912
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 69.38 65.86 54.65
R3 64.07 60.55 53.19
R2 58.76 58.76 52.70
R1 55.24 55.24 52.22 54.35
PP 53.45 53.45 53.45 53.00
S1 49.93 49.93 51.24 49.04
S2 48.14 48.14 50.76
S3 42.83 44.62 50.27
S4 37.52 39.31 48.81
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 75.17 71.95 57.45
R3 67.40 64.18 55.32
R2 59.63 59.63 54.60
R1 56.41 56.41 53.89 58.02
PP 51.86 51.86 51.86 52.67
S1 48.64 48.64 52.47 50.25
S2 44.09 44.09 51.76
S3 36.32 40.87 51.04
S4 28.55 33.10 48.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.96 47.98 8.98 17.4% 4.08 7.9% 42% True False 24,061
10 56.96 45.95 11.01 21.3% 3.48 6.7% 52% True False 20,999
20 61.77 45.95 15.82 30.6% 3.58 6.9% 37% False False 15,741
40 77.63 45.95 31.68 61.2% 3.89 7.5% 18% False False 11,324
60 111.15 45.95 65.20 126.0% 3.94 7.6% 9% False False 8,981
80 121.19 45.95 75.24 145.4% 3.39 6.5% 8% False False 7,229
100 126.96 45.95 81.01 156.6% 2.79 5.4% 7% False False 6,025
120 146.86 45.95 100.91 195.1% 2.35 4.5% 6% False False 5,138
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.77
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.53
2.618 70.86
1.618 65.55
1.000 62.27
0.618 60.24
HIGH 56.96
0.618 54.93
0.500 54.31
0.382 53.68
LOW 51.65
0.618 48.37
1.000 46.34
1.618 43.06
2.618 37.75
4.250 29.08
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 54.31 53.29
PP 53.45 52.77
S1 52.59 52.25

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These figures are updated between 7pm and 10pm EST after a trading day.

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